Pages that link to "Item:Q2740038"
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The following pages link to Can One Use the Durbin–Levinson Algorithm to Generate Infinite Variance Fractional ARIMA Time Series? (Q2740038):
Displayed 4 items.
- Bootstrap tests for structural change with infinite variance observations (Q731938) (← links)
- The spurious regression of AR(\(p\)) infinite-variance sequence in the presence of structural breaks (Q1615082) (← links)
- Szegő's theorem and its probabilistic descendants (Q1950169) (← links)
- Subsampling the mean of heavy‐tailed dependent observations (Q4828178) (← links)
